Sklar's theorem, copula products, and ordering results in factor models (Q2063749)
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scientific article; zbMATH DE number 7451615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sklar's theorem, copula products, and ordering results in factor models |
scientific article; zbMATH DE number 7451615 |
Statements
Sklar's theorem, copula products, and ordering results in factor models (English)
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3 January 2022
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componentwise convex copulas
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concordance order
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conditional distribution function
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conditional independence
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factor model
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product of copulas
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